+101.0%
CB vs IOT
+64.6%
+36.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.2% | -2.6% | +2.8% | +0.3% |
| 30D | +9.1% | +1.2% | +7.9% | +9.0% |
| 3M | +3.4% | +7.2% | -3.8% | +3.2% |
| 6M | +14.1% | +41.7% | -27.6% | +13.4% |
| YTD | +18.0% | +15.6% | +2.4% | +17.5% |
| 1Y | +30.1% | +7.6% | +22.6% | +29.7% |
| 3Y | +71.8% | +69.8% | +2.0% | +67.7% |
| All | +101.0% | +64.6% | +36.5% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling